CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2768	7.45
$α$	0.0815	7.41
$β$	0.8371	38.65
$γ_{1}$	0.0044	0.16
$γ_{2}$	-0.0176	-0.41
$γ_{3}$	0.0514	1.57
$γ_{4}$	-0.0956	-2.57
$γ_{5}$	0.0926	2.39
$γ_{6}$	-0.0120	-0.39
$γ_{7}$	-0.0543	-2.01
$γ_{8}$	0.0381	1.93

V-Lab

Port of Tauranga Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:17.19% (-0.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Port of Tauranga Ltd Analyses